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~subject:"Portfolio selection"
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Portfolio selection
Noise
386
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234
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133
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119
05.40.-a Fluctuation phenomena
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McGee, Richard J.
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1
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A performance evaluation model for global macro funds
Zaremba, Adam
- In:
International journal of finance & banking studies : JJFBS
3
(
2014
)
1
,
pp. 161-172
Persistent link: https://www.econbiz.de/10010532770
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Capital distribution and portfolio performance in the mean-field Atlas model
Jourdain, Benjamin
;
Reygner, Julien
- In:
Annals of finance
11
(
2015
)
2
,
pp. 151-198
Persistent link: https://www.econbiz.de/10011376175
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3
Anomalies, risk adjustment and seasonality : Australian evidence
Zhong, Angel
;
Limkriangkrai, Manapon
;
Gray, Philip K.
- In:
International review of financial analysis
35
(
2014
),
pp. 207-218
Persistent link: https://www.econbiz.de/10010530242
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The cross-section of stock returns in frontier emerging markets
Groot, Wilma de
;
Pang, Juan
;
Swinkels, Laurens
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 796-818
Persistent link: https://www.econbiz.de/10009700587
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5
Forecasting the size premium over different time horizons
Zakamulin, Valeriy
- In:
Journal of banking & finance
37
(
2013
)
3
,
pp. 1061-1072
Persistent link: https://www.econbiz.de/10009708710
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6
Unlocking the secrets of fundamental indexes : size effect or value effect? ; evidence from emerging stock markets
Hsieh, Heng-hsing
- In:
Investment management and financial innovations
10
(
2013
)
4
,
pp. 48-64
Persistent link: https://www.econbiz.de/10010258446
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7
Stock weighting and nontrading bias in estimated portfolio returns
Gray, Philip K.
- In:
Accounting and finance : journal of the Accounting …
54
(
2014
)
2
,
pp. 467-503
Persistent link: https://www.econbiz.de/10010373402
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8
Firm characteristics, distress risk and average stock returns
Simlai, Prodosh
- In:
Accounting research journal
27
(
2014
)
2
,
pp. 101-123
Persistent link: https://www.econbiz.de/10010423305
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9
Accounting ratios and the cross-section of expected stock returns
Cordis, Adriana S.
- In:
Journal of business finance & accounting : JBFA
41
(
2014
)
9/10
,
pp. 1157-1192
Persistent link: https://www.econbiz.de/10010503642
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10
Markowitz efficiency and size effect : evidence from the UK stock market
Hwang, Tienyu
;
Gao, Simon S.
;
Owen, Heather
- In:
Review of quantitative finance and accounting
43
(
2014
)
4
,
pp. 721-750
Persistent link: https://www.econbiz.de/10010490996
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